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IBC6.DE vs. LCUA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC6.DE vs. LCUA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Australia UCITS ETF (IBC6.DE) and Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBC6.DE achieves a 10.86% return, which is significantly lower than LCUA.DE's 31.85% return.


IBC6.DE

1D
-0.63%
1M
-2.24%
YTD
10.86%
6M
12.44%
1Y
11.70%
3Y*
9.64%
5Y*
6.48%
10Y*
8.07%

LCUA.DE

1D
-1.97%
1M
5.12%
YTD
31.85%
6M
32.05%
1Y
53.21%
3Y*
22.72%
5Y*
8.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC6.DE vs. LCUA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IBC6.DE
iShares MSCI Australia UCITS ETF
10.86%1.01%8.47%10.05%-0.95%18.21%-1.41%25.74%0.35%
LCUA.DE
Amundi MSCI Emerging Asia II UCITS ETF Acc
31.85%18.08%18.51%3.26%-14.89%1.98%15.44%22.39%-10.90%

Correlation

The correlation between IBC6.DE and LCUA.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2018

0.60

The correlation between IBC6.DE and LCUA.DE has been stable across timeframes, ranging from 0.50 to 0.60 - a consistent structural relationship.

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Return for Risk

IBC6.DE vs. LCUA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBC6.DE
IBC6.DE Risk / Return Rank: 2828
Overall Rank
IBC6.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IBC6.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
IBC6.DE Omega Ratio Rank: 2424
Omega Ratio Rank
IBC6.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
IBC6.DE Martin Ratio Rank: 2929
Martin Ratio Rank

LCUA.DE
LCUA.DE Risk / Return Rank: 8383
Overall Rank
LCUA.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
LCUA.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
LCUA.DE Omega Ratio Rank: 8383
Omega Ratio Rank
LCUA.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
LCUA.DE Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBC6.DE vs. LCUA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Australia UCITS ETF (IBC6.DE) and Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


IBC6.DELCUA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.16

1.49

-0.33

Calmar ratioReturn relative to maximum drawdown

1.61

4.49

-2.88

Martin ratioReturn relative to average drawdown

4.12

16.33

-12.21

IBC6.DE vs. LCUA.DE - Sharpe Ratio Comparison

The current IBC6.DE Sharpe Ratio is 0.89, which is lower than the LCUA.DE Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of IBC6.DE and LCUA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBC6.DELCUA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

2.72

-1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.48

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.48

-0.16

Drawdowns

IBC6.DE vs. LCUA.DE - Drawdown Comparison

The maximum IBC6.DE drawdown since its inception was -43.64%, which is greater than LCUA.DE's maximum drawdown of -33.18%. Use the drawdown chart below to compare losses from any high point for IBC6.DE and LCUA.DE.


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Drawdown Indicators


IBC6.DELCUA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.64%

-33.18%

-10.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-12.13%

+4.64%

Max Drawdown (3Y)

Largest decline over 3 years

-23.12%

-21.07%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

-28.54%

+5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-43.64%

Current Drawdown

Current decline from peak

-2.69%

-2.86%

+0.17%

Average Drawdown

Average peak-to-trough decline

-7.84%

-12.02%

+4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.34%

-0.42%

Volatility

IBC6.DE vs. LCUA.DE - Volatility Comparison

The current volatility for iShares MSCI Australia UCITS ETF (IBC6.DE) is 3.71%, while Amundi MSCI Emerging Asia II UCITS ETF Acc (LCUA.DE) has a volatility of 8.54%. This indicates that IBC6.DE experiences smaller price fluctuations and is considered to be less risky than LCUA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBC6.DELCUA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

8.54%

-4.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

17.04%

-6.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.47%

20.08%

-6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

18.48%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

19.46%

-0.15%

IBC6.DE vs. LCUA.DE - Expense Ratio Comparison

IBC6.DE has a 0.50% expense ratio, which is higher than LCUA.DE's 0.12% expense ratio.


Dividends

IBC6.DE vs. LCUA.DE - Dividend Comparison

Neither IBC6.DE nor LCUA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IBC6.DE and LCUA.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUA.DE is cheaper with a 0.12% expense ratio, compared with 0.50% for IBC6.DE.

IBC6.DE tracks MSCI Australia, while LCUA.DE tracks MSCI Emerging Markets Asia. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.50% for IBC6.DE and 0.12% for LCUA.DE.

Portfolio Optimizer

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